The field of tumor immunology has faced many complex challenges over the last century, but the approval of immune checkpoint inhibitors (anti-cytotoxic T-lymphocyte-associated protein 4 [CTLA4] and anti-programmed cell death-1 [PD-1]/PD-ligand 1 [PD-L1]) and talimogene laherparepvec (T-VEC) for the treatment of metastatic melanoma have awakened a new wave of interest in cancer immunotherapy. Additionally, combinations of vaccines and oncolytic viral therapies with immune checkpoint inhibitors and other systemic agents seem to be promising synergistic strategies to further boost the immune response against cancer. These combinations are undergoing clinical investigation, and if successful, will hopefully soon become available to patients. Here, we review key basic concepts of tumor-induced immune suppression in malignant melanoma, the historical perspective around vaccine development in melanoma, and advances in oncolytic viral therapies. We also discuss the emerging role for combination approaches with different immunomodulatory agents as well as new developments in personalized immunization approaches.